+1,463.2%
TDG vs CDW
+903.1%
+560.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.8% |
| 7D | -2.0% | +3.2% | -5.2% | -3.5% |
| 30D | -7.4% | +9.3% | -16.7% | -11.5% |
| 3M | -5.4% | +9.8% | -15.2% | -10.9% |
| 6M | -11.6% | +23.3% | -35.0% | -24.0% |
| YTD | -12.6% | +13.7% | -26.3% | -22.4% |
| 1Y | -9.3% | -6.5% | -2.9% | -11.7% |
| 3Y | +49.2% | -25.2% | +74.4% | +57.7% |
| 5Y | +132.1% | -19.5% | +151.6% | +130.4% |
| 10Y | +544.8% | +285.8% | +259.0% | +231.9% |
| All | +1,463.2% | +903.1% | +560.1% | +653.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CDW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling